+20.0%
YUM vs EL
-69.0%
+89.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -6.1% | -6.5% | +0.4% | -5.1% |
| 30D | -5.8% | +11.1% | -17.0% | -7.6% |
| 3M | -7.6% | +10.7% | -18.3% | -9.4% |
| 6M | -9.1% | +6.9% | -16.0% | -10.9% |
| YTD | -5.5% | -6.3% | +0.8% | -6.0% |
| 1Y | -3.7% | +13.5% | -17.2% | -7.9% |
| 3Y | +17.8% | -33.1% | +50.9% | +22.2% |
| All | +20.0% | -69.0% | +89.1% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling